Matches in SemOpenAlex for { <https://semopenalex.org/work/W2134919172> ?p ?o ?g. }
- W2134919172 endingPage "220" @default.
- W2134919172 startingPage "191" @default.
- W2134919172 abstract "In this paper we provide a survey of recent contributions to robust portfolio strategies from operations research and finance to the theory of portfolio selection. Our survey covers results derived not only in terms of the standard mean-variance objective, but also in terms of two of the most popular risk measures, mean-VaR and mean-CVaR developed recently. In addition, we review optimal estimation methods and Bayesian robust approaches." @default.
- W2134919172 created "2016-06-24" @default.
- W2134919172 creator A5012239666 @default.
- W2134919172 creator A5029959520 @default.
- W2134919172 creator A5055304783 @default.
- W2134919172 date "2009-01-29" @default.
- W2134919172 modified "2023-09-28" @default.
- W2134919172 title "Robust portfolios: contributions from operations research and finance" @default.
- W2134919172 cites W1584017176 @default.
- W2134919172 cites W1647779468 @default.
- W2134919172 cites W1916820605 @default.
- W2134919172 cites W1968355947 @default.
- W2134919172 cites W1969429114 @default.
- W2134919172 cites W1969897341 @default.
- W2134919172 cites W1973074195 @default.
- W2134919172 cites W1973491767 @default.
- W2134919172 cites W1974469640 @default.
- W2134919172 cites W1980314087 @default.
- W2134919172 cites W1988520084 @default.
- W2134919172 cites W1988676230 @default.
- W2134919172 cites W1993599556 @default.
- W2134919172 cites W1995285162 @default.
- W2134919172 cites W2010610835 @default.
- W2134919172 cites W2017808917 @default.
- W2134919172 cites W2019291268 @default.
- W2134919172 cites W2021472931 @default.
- W2134919172 cites W2022808247 @default.
- W2134919172 cites W2029627386 @default.
- W2134919172 cites W2031023319 @default.
- W2134919172 cites W2033298685 @default.
- W2134919172 cites W2033500977 @default.
- W2134919172 cites W2034019416 @default.
- W2134919172 cites W2037745646 @default.
- W2134919172 cites W2037997579 @default.
- W2134919172 cites W2038865108 @default.
- W2134919172 cites W2046396733 @default.
- W2134919172 cites W2048679451 @default.
- W2134919172 cites W2051769598 @default.
- W2134919172 cites W2056111989 @default.
- W2134919172 cites W2069099760 @default.
- W2134919172 cites W2070062192 @default.
- W2134919172 cites W2073524791 @default.
- W2134919172 cites W2082137923 @default.
- W2134919172 cites W2089105401 @default.
- W2134919172 cites W2092866161 @default.
- W2134919172 cites W2094182730 @default.
- W2134919172 cites W2098487960 @default.
- W2134919172 cites W2105815023 @default.
- W2134919172 cites W2111951371 @default.
- W2134919172 cites W2112261373 @default.
- W2134919172 cites W2117278512 @default.
- W2134919172 cites W2118856090 @default.
- W2134919172 cites W2121183216 @default.
- W2134919172 cites W2127090633 @default.
- W2134919172 cites W2131387435 @default.
- W2134919172 cites W2131500511 @default.
- W2134919172 cites W2131868098 @default.
- W2134919172 cites W2137971377 @default.
- W2134919172 cites W2138490239 @default.
- W2134919172 cites W2139491749 @default.
- W2134919172 cites W2140917889 @default.
- W2134919172 cites W2146444777 @default.
- W2134919172 cites W2147127428 @default.
- W2134919172 cites W2151704366 @default.
- W2134919172 cites W2151945525 @default.
- W2134919172 cites W2153489418 @default.
- W2134919172 cites W2154643473 @default.
- W2134919172 cites W2154738336 @default.
- W2134919172 cites W2154844766 @default.
- W2134919172 cites W2155511751 @default.
- W2134919172 cites W2156844203 @default.
- W2134919172 cites W2157289352 @default.
- W2134919172 cites W2163969674 @default.
- W2134919172 cites W2164883547 @default.
- W2134919172 cites W2165408259 @default.
- W2134919172 cites W2166134957 @default.
- W2134919172 cites W2169746537 @default.
- W2134919172 cites W2502254989 @default.
- W2134919172 cites W3122070552 @default.
- W2134919172 cites W3122085781 @default.
- W2134919172 cites W3122540452 @default.
- W2134919172 cites W3122806608 @default.
- W2134919172 cites W3122960119 @default.
- W2134919172 cites W3123320210 @default.
- W2134919172 cites W3123552065 @default.
- W2134919172 cites W3123758015 @default.
- W2134919172 cites W3123792221 @default.
- W2134919172 cites W3123868759 @default.
- W2134919172 cites W3123994138 @default.
- W2134919172 cites W3124041622 @default.
- W2134919172 cites W3124051290 @default.
- W2134919172 cites W3124407081 @default.
- W2134919172 cites W3124539603 @default.
- W2134919172 cites W3125172714 @default.
- W2134919172 cites W3125535934 @default.
- W2134919172 cites W3125678160 @default.
- W2134919172 cites W3126139968 @default.
- W2134919172 cites W3144753570 @default.